+5.2%
AVTR vs ALC
+14.9%
-9.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.8% | +3.0% |
| 7D | +7.4% | -3.7% | +11.1% | +9.6% |
| 30D | +12.2% | -3.7% | +16.0% | +14.4% |
| 3M | +57.4% | +4.6% | +52.8% | +52.7% |
| 6M | +86.7% | -14.6% | +101.3% | +101.1% |
| YTD | +33.1% | -11.9% | +44.9% | +40.7% |
| 1Y | +16.1% | -13.1% | +29.3% | +24.1% |
| 3Y | -24.6% | -15.0% | -9.6% | -20.2% |
| 5Y | -63.5% | -16.2% | -47.3% | -61.7% |
| All | +5.2% | +14.9% | -9.8% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling